+17.0%
PCAR vs RBRK
+124.5%
-107.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.7% | +0.2% |
| 7D | -1.6% | -7.5% | +5.9% | -1.4% |
| 30D | -6.4% | -10.4% | +4.1% | -6.1% |
| 3M | +4.7% | +21.3% | -16.6% | +3.9% |
| 6M | +4.5% | +50.6% | -46.1% | +2.5% |
| YTD | +13.0% | +13.3% | -0.3% | +12.4% |
| 1Y | +23.6% | +11.2% | +12.3% | +22.7% |
| All | +17.0% | +124.5% | -107.5% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RBRK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling